| Metric | 11404185:btcusd:triple_med_gx:lsma50_140 | 11404185:BTCUSD |
|---|---|---|
| Time in Market | 34.0% | 100.0% |
| Cumulative Return | 83.7% | 36.85% |
| Max Drawdown | -13.08% | -32.7% |
| Sharpe | 1.79 | 0.68 |
| Sortino | 3.13 | 0.98 |
| Payoff Ratio | 1.22 | 1.1 |
| Profit Factor | 1.62 | 1.11 |
| Common Sense Ratio | 2.62 | 1.16 |
| CPC Index | 1.08 | 0.63 |
| Tail Ratio | 1.62 | 1.05 |
| Outlier Win Ratio | 16.27 | 3.44 |
| Outlier Loss Ratio | 3.99 | 3.01 |
| Volatility (ann.) | 23.8% | 46.0% |
| R^2 | 0.29 | 0.29 |
| Calmar | 3.74 | 0.7 |
| Skew | 1.33 | -0.16 |
| Kurtosis | 13.51 | 3.36 |
| Expected Daily % | 0.11% | 0.06% |
| Expected Monthly % | 3.25% | 1.66% |
| Expected Yearly % | 35.54% | 16.98% |
| Kelly Criterion | 18.11% | 8.29% |
| Risk of Ruin | 0.0% | 0.0% |
| Daily Value-at-Risk | -1.93% | -3.88% |
| Expected Shortfall (cVaR) | -1.93% | -3.88% |
| Year | 11404185:BTCUSD | 11404185:btcusd:triple_med_gx:lsma50_140 | Multiplier | Won |
|---|---|---|---|---|
| 2024 | 36.70 | 32.30 | 0.88 | - |
| 2025 | 0.11 | 38.86 | 354.22 | + |
| Metric | 11404185:btcusd:triple_med_gx:lsma50_140 | 11404185:BTCUSD |
|---|---|---|
| MTD | 0.0% | 1.92% |
| 3M | 7.28% | -16.59% |
| 6M | 15.34% | -12.21% |
| YTD | 38.86% | 0.11% |
| 1Y | 43.85% | -6.96% |
| 3Y (ann.) | 48.96% | 22.82% |
| 5Y (ann.) | 48.96% | 22.82% |
| Metric | 11404185:btcusd:triple_med_gx:lsma50_140 | 11404185:BTCUSD |
|---|---|---|
| Max Drawdown | -13.08% | -32.7% |
| Longest DD Days | 79.0 | 154.0 |
| Avg. Drawdown | -3.9% | -10.02% |
| Avg. Drawdown Days | 18.0 | 40.0 |
| Recovery Factor | 6.4 | 1.13 |
| Ulcer Index | inf | 1.05 |
| Started | Recovered | Drawdown | Days |
|---|---|---|---|
| 2024-06-06 | 2024-08-15 | -13.08 | 70 |
| 2025-11-16 | 2025-12-10 | -12.54 | 24 |
| 2025-01-05 | 2025-03-01 | -8.12 | 55 |
| 2025-03-04 | 2025-05-22 | -6.53 | 79 |
| 2024-12-06 | 2024-12-16 | -5.44 | 10 |
| 2025-08-01 | 2025-08-27 | -4.18 | 26 |
| 2024-10-09 | 2024-10-12 | -3.44 | 3 |
| 2024-12-22 | 2024-12-25 | -3.34 | 3 |
| 2025-08-29 | 2025-09-05 | -3.13 | 7 |
| 2024-09-07 | 2024-09-10 | -3.13 | 3 |
| Metric | 11404185:btcusd:triple_med_gx:lsma50_140 | 11404185:BTCUSD |
|---|---|---|
| Best Day | 8.63% | 9.49% |
| Worst Day | -6.98% | -13.23% |
| Best Week | 12.45% | 15.41% |
| Worst Week | -10.32% | -18.81% |
| Best Month | 13.38% | 34.43% |
| Worst Month | -10.24% | -23.44% |
| Best Year | 38.86% | 36.7% |
| Worst Year | 32.3% | 0.11% |
| Avg. Up Day | 1.72% | 1.85% |
| Avg. Down Day | -1.42% | -1.68% |
| Avg. Up Week | 3.88% | 4.71% |
| Avg. Down Week | -3.17% | -5.06% |
| Avg. Up Month | 4.94% | 11.21% |
| Avg. Down Month | -4.84% | -14.79% |
| Win Days % | 55.08% | 51.89% |
| Win Month % | 77.78% | 63.16% |
| Win Week % | 66.67% | 55.56% |
| Win Quarter % | 85.71% | 57.14% |
| Win Year % | 100.0% | 100.0% |